Let A:Rn→RnA:\mathbb{R}^n\to\mathbb{R}^n be an invertible , and equip the space of linear maps with an .

Neumann series lemma. If B:Rn→RnB:\mathbb R^n\to\mathbb R^n satisfies

∥A−1(B−A)∥<1,\|A^{-1}(B-A)\|<1,

then BB is invertible and

B−1=∑k=0∞(−A−1(B−A))k A−1.B^{-1}=\sum_{k=0}^\infty \bigl(-A^{-1}(B-A)\bigr)^k\,A^{-1}.

Moreover,

∥B−1∥≤∥A−1∥1−∥A−1(B−A)∥.\|B^{-1}\|\le \frac{\|A^{-1}\|}{1-\|A^{-1}(B-A)\|}.

In particular, if ∥B−A∥≤1/(2∥A−1∥)\|B-A\|\le 1/(2\|A^{-1}\|), then BB is invertible and ∥B−1∥≤2∥A−1∥\|B^{-1}\|\le 2\|A^{-1}\|.

Remarks

This lemma is a key linear-algebraic ingredient in the : once Df(a)Df(a) is invertible, Df(x)Df(x) remains invertible for all xx sufficiently close to aa (because DfDf is ).